+30.0%
LIN vs SHW
+25.2%
+4.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -2.1% | -3.2% | +1.1% | -1.1% |
| 30D | -2.4% | -9.5% | +7.1% | +0.6% |
| 3M | -5.6% | +11.5% | -17.0% | -9.2% |
| 6M | -3.4% | -3.5% | +0.2% | -2.7% |
| YTD | +13.1% | +3.7% | +9.4% | +10.8% |
| 1Y | +2.5% | -7.9% | +10.4% | +4.7% |
| All | +30.0% | +25.2% | +4.8% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SHW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling